Details about Shawkat Hammoudeh

Access statistics for papers by Shawkat Hammoudeh.

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Short-id: pha672

Working Papers

2014

1. Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview
   Tinbergen Institute Discussion Papers, Tinbergen Institute
   Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
   Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014)
2. Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?
   Working Papers, University of Pretoria, Department of Economics View citations (7)
3. Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices
   NIPE Working Papers, NIPE - Universidade do Minho View citations (34)
4. Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?
   Working Papers, Department of Research, Ipag Business School View citations (53)
   Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (1)
   See also Journal Article Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?, Journal of International Financial Markets, Institutions and Money, Elsevier (2014) View citations (57) (2014)
5. China’s Monetary Policy and Commodity Prices
   Working Papers, Department of Research, Ipag Business School View citations (16)
6. Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
   Working Papers, Department of Research, Ipag Business School View citations (37)
   See also Journal Article Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management, Energy Economics, Elsevier (2014) View citations (36) (2014)
7. Do global factors impact BRICS stock markets? A quantile regression approach
   Working Papers, Department of Research, Ipag Business School View citations (249)
   See also Journal Article Do global factors impact BRICS stock markets? A quantile regression approach, Emerging Markets Review, Elsevier (2014) View citations (235) (2014)
8. Dynamic spillovers among major energy and cereal commodity prices
   Working Papers, Department of Research, Ipag Business School View citations (170)
   See also Journal Article Dynamic spillovers among major energy and cereal commodity prices, Energy Economics, Elsevier (2014) View citations (158) (2014)
9. Energy prices and CO2 emission allowance prices: A quantile regression approach
   NIPE Working Papers, NIPE - Universidade do Minho View citations (92)
   Also in Working Papers, Department of Research, Ipag Business School (2014) View citations (100)
   See also Journal Article Energy prices and CO2 emission allowance prices: A quantile regression approach, Energy Policy, Elsevier (2014) View citations (90) (2014)
10. Financial Tail Risks and the Shapes of the Extreme Value Distribution: A Comparison between Conventional and Sharia-Compliant Stock Indexes
    Working Papers, University of Pretoria, Department of Economics View citations (1)
11. Forecasting the Price of Gold Using Dynamic Model Averaging
    Working Papers, University of Pretoria, Department of Economics View citations (10)
12. Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting
    Working Papers, University of Pretoria, Department of Economics View citations (2)
13. Oil Price Shocks and China’s Economy: Reactions of the Monetary Policy to Oil Price Shocks
    Working Papers, University of Pretoria, Department of Economics View citations (2)
14. US Monetary Policy and Commodity Sector Prices
    Working Papers, Department of Research, Ipag Business School View citations (18)
15. Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
    Working Papers, Department of Research, Ipag Business School View citations (193)
    Also in Working Papers, Department of Research, Ipag Business School (2014) View citations (192)
    See also Journal Article Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory, Energy Economics, Elsevier (2014) View citations (181) (2014)
16. What explains the short-term dynamics of the prices of CO2 emissions?
    NIPE Working Papers, NIPE - Universidade do Minho View citations (38)
    See also Journal Article What explain the short-term dynamics of the prices of CO2 emissions?, Energy Economics, Elsevier (2014) View citations (82) (2014)

2013

17. Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models?
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    See also Journal Article Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?, Applied Financial Economics, Taylor & Francis Journals (2014) View citations (9) (2014)
18. Detecting Predictable Non-linear Dynamics in Dow Jones Industrial Average and Dow Jones Islamic Market Indices using Nonparametric Regressions
    Working Papers, University of Pretoria, Department of Economics
19. Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty, The North American Journal of Economics and Finance, Elsevier (2014) View citations (22) (2014)
20. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
    Working Papers, HAL View citations (5)
    See also Journal Article Long memory and structural breaks in modeling the return and volatility dynamics of precious metals, The Quarterly Review of Economics and Finance, Elsevier (2012) View citations (115) (2012)
21. On the short- and long-run efficiency of energy and precious metal markets
    Working Papers, HAL View citations (29)
    See also Journal Article On the short- and long-run efficiency of energy and precious metal markets, Energy Economics, Elsevier (2013) View citations (27) (2013)
22. Volatility Transmission between Islamic and Conventional Equity Markets: Evidence from Causality-in-Variance Test
    Working Papers, University of Pretoria, Department of Economics View citations (3)

2012

23. Asymmetric Adjustments in the Ethanol and Grains Markets
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico View citations (1)
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) View citations (2)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
    See also Journal Article Asymmetric adjustments in the ethanol and grains markets, Energy Economics, Elsevier (2012) View citations (18) (2012)
24. Risk Management and Financial Derivatives: An Overview
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2012) View citations (1)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012) View citations (1)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012)
    See also Journal Article Risk management and financial derivatives: An overview, The North American Journal of Economics and Finance, Elsevier (2013) View citations (22) (2013)

2011

25. Causality Between Market Liquidity and Depth for Energy and Grains
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (3)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) View citations (3)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2011) View citations (3)
    See also Journal Article Causality between market liquidity and depth for energy and grains, Energy Economics, Elsevier (2012) View citations (24) (2012)
26. Risk Management of Precious Metals
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico View citations (3)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2011) View citations (74)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) View citations (1)
    See also Journal Article Risk management of precious metals, The Quarterly Review of Economics and Finance, Elsevier (2011) View citations (69) (2011)
27. Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance View citations (2)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2011) View citations (2)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) View citations (1)
    See also Journal Article Risk spillovers in oil-related CDS, stock and credit markets, Energy Economics, Elsevier (2013) View citations (34) (2013)
28. The Dynamics of Energy-Grain Prices with Open Interest
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) View citations (1)

2010

29. Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (3)
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2010) View citations (3)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) View citations (4)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) View citations (2)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010) View citations (3)

2009

30. Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo View citations (1)
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) View citations (2)
31. Modeling Exchange Rate and Industrial Commodity Volatility Transmissions
    "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" View citations (7)
32. Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (5)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) View citations (34)
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) View citations (1)
    See also Journal Article Precious metals-exchange rate volatility transmissions and hedging strategies, International Review of Economics & Finance, Elsevier (2010) View citations (148) (2010)

2008

33. Do Oil-Rich GCC Countries Finance US Current Account Deficit?
    Proceedings of the German Development Economics Conference, Zurich 2008, Verein für Socialpolitik, Research Committee Development Economics
34. External and Regional Shocks in the GCC Region: Implications for a Common Exchange Rate Regime
    Working Papers, Economic Research Forum View citations (2)
35. Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (42)
    See also Journal Article Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets, The Quarterly Review of Economics and Finance, Elsevier (2009) View citations (114) (2009)

Journal Articles

2015

1. An empirical analysis of energy cost pass-through to CO2 emission prices
   Energy Economics, 2015, 49, (C), 149-156 View citations (56)
2. Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis
   Journal of International Financial Markets, Institutions and Money, 2015, 34, (C), 69-79 View citations (51)
3. Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries
   The North American Journal of Economics and Finance, 2015, 31, (C), 311-329 View citations (40)
4. On the relationships between CO2 emissions, energy consumption and income: The importance of time variation
   Energy Economics, 2015, 49, (C), 629-638 View citations (123)
5. Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
   Energy Economics, 2015, 48, (C), 46-60 View citations (57)

2014

6. Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium?
   Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 367-378 View citations (57)
   See also Working Paper Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium?, Working Papers (2014) View citations (53) (2014)
7. Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?
   Applied Financial Economics, 2014, 24, (17), 1147-1157 View citations (9)
   See also Working Paper Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models?, Working Papers (2013) View citations (2) (2013)
8. Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
   Energy Economics, 2014, 42, (C), 332-342 View citations (36)
   See also Working Paper Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management, Working Papers (2014) View citations (37) (2014)
9. Dependence of stock and commodity futures markets in China: Implications for portfolio investment
   Emerging Markets Review, 2014, 21, (C), 183-200 View citations (55)
10. Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions
    The North American Journal of Economics and Finance, 2014, 29, (C), 22-35 View citations (20)
11. Do global factors impact BRICS stock markets? A quantile regression approach
    Emerging Markets Review, 2014, 19, (C), 1-17 View citations (235)
    See also Working Paper Do global factors impact BRICS stock markets? A quantile regression approach, Working Papers (2014) View citations (249) (2014)
12. Downside risk and portfolio diversification in the euro-zone equity markets with special consideration of the crisis period
    Journal of International Money and Finance, 2014, 44, (C), 47-68 View citations (3)
13. Downside risk, portfolio diversification and the financial crisis in the euro-zone
    Journal of International Financial Markets, Institutions and Money, 2014, 32, (C), 368-396 View citations (15)
14. Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors
    Pacific-Basin Finance Journal, 2014, 30, (C), 189-206 View citations (96)
15. Dynamic spillovers among major energy and cereal commodity prices
    Energy Economics, 2014, 43, (C), 225-243 View citations (158)
    See also Working Paper Dynamic spillovers among major energy and cereal commodity prices, Working Papers (2014) View citations (170) (2014)
16. Energy prices and CO2 emission allowance prices: A quantile regression approach
    Energy Policy, 2014, 70, (C), 201-206 View citations (90)
    See also Working Paper Energy prices and CO2 emission allowance prices: A quantile regression approach, NIPE Working Papers (2014) View citations (92) (2014)
17. Extracting portfolio management strategies from volatility transmission models in regime-changing environments: Evidence from GCC and global markets
    Economic Modelling, 2014, 41, (C), 365-374 View citations (4)
18. Financial linkages between US sector credit default swaps markets
    Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 223-243 View citations (17)
19. Forecasting China's foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty
    The North American Journal of Economics and Finance, 2014, 28, (C), 170-189 View citations (22)
    See also Working Paper Forecasting China’s Foreign Exchange Reserves Using Dynamic Model Averaging: The Role of Macroeconomic Fundamentals, Financial Stress and Economic Uncertainty, Working Papers (2013) (2013)
20. How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process
    Energy Economics, 2014, 42, (C), 343-354 View citations (73)
21. How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests
    Journal of International Financial Markets, Institutions and Money, 2014, 28, (C), 213-227 View citations (94)
22. Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period
    Applied Economics, 2014, 46, (18), 2167-2177 View citations (78)
23. Patterns of volatility transmissions within regime switching across GCC and global markets
    International Review of Economics & Finance, 2014, 29, (C), 512-524 View citations (29)
24. Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements
    International Review of Economics & Finance, 2014, 30, (C), 101-119 View citations (32)
25. Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory
    Energy Economics, 2014, 41, (C), 1-18 View citations (181)
    See also Working Paper Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory, Working Papers (2014) View citations (193) (2014)
26. What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors
    The North American Journal of Economics and Finance, 2014, 29, (C), 418-440 View citations (54)
27. What explain the short-term dynamics of the prices of CO2 emissions?
    Energy Economics, 2014, 46, (C), 122-135 View citations (82)
    See also Working Paper What explains the short-term dynamics of the prices of CO2 emissions?, NIPE Working Papers (2014) View citations (38) (2014)

2013

28. A momentum threshold model of stock prices and country risk ratings: Evidence from BRICS countries
    Journal of International Financial Markets, Institutions and Money, 2013, 27, (C), 99-112 View citations (25)
29. A time-varying copula approach to oil and stock market dependence: The case of transition economies
    Energy Economics, 2013, 39, (C), 208-221 View citations (149)
30. Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks
    The North American Journal of Economics and Finance, 2013, 25, (C), 318-334 View citations (72)
31. Dynamics of CDS spread indexes of US financial sectors
    Applied Economics, 2013, 45, (2), 213-223 View citations (14)
32. High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables
    The North American Journal of Economics and Finance, 2013, 26, (C), 487-496 View citations (12)
33. Impacts of global and domestic shocks on inflation and economic growth for actual and potential GCC member countries
    International Review of Economics & Finance, 2013, 27, (C), 298-317 View citations (18)
34. Investor herds and regime-switching: Evidence from Gulf Arab stock markets
    Journal of International Financial Markets, Institutions and Money, 2013, 23, (C), 295-321 View citations (87)
35. On the short- and long-run efficiency of energy and precious metal markets
    Energy Economics, 2013, 40, (C), 832-844 View citations (27)
    See also Working Paper On the short- and long-run efficiency of energy and precious metal markets, Working Papers (2013) View citations (29) (2013)
36. Risk management and financial derivatives: An overview
    The North American Journal of Economics and Finance, 2013, 25, (C), 109-115 View citations (22)
    See also Working Paper Risk Management and Financial Derivatives: An Overview, Documentos de Trabajo del ICAE (2012) (2012)
37. Risk spillovers in oil-related CDS, stock and credit markets
    Energy Economics, 2013, 36, (C), 526-535 View citations (34)
    See also Working Paper Risk Spillovers in Oil-Related CDS, Stock and Credit Markets, Working Papers in Economics (2011) View citations (2) (2011)
38. The Relationship Between Disaggregated Country Risk Ratings and Stock Market Movements: An ARDL Approach
    Emerging Markets Finance and Trade, 2013, 49, (1), 4-16 View citations (15)
39. The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price
    Mathematics and Computers in Simulation (MATCOM), 2013, 94, (C), 277-294 View citations (41)

2012

40. Asymmetric adjustments in the ethanol and grains markets
    Energy Economics, 2012, 34, (6), 1990-2002 View citations (18)
    See also Working Paper Asymmetric Adjustments in the Ethanol and Grains Markets, Documentos de Trabajo del ICAE (2012) View citations (1) (2012)
41. Causality between market liquidity and depth for energy and grains
    Energy Economics, 2012, 34, (5), 1683-1692 View citations (24)
    See also Working Paper Causality Between Market Liquidity and Depth for Energy and Grains, Econometric Institute Research Papers (2011) View citations (3) (2011)
42. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
    The Quarterly Review of Economics and Finance, 2012, 52, (2), 207-218 View citations (115)
    See also Working Paper Long memory and structural breaks in modeling the return and volatility dynamics of precious metals, Working Papers (2013) View citations (5) (2013)
43. SYNCHRONIZATION OF ECONOMIC SHOCKS BETWEEN GULF COOPERATION COUNCIL AND UNITED STATES, EUROPE, JAPAN, AND OIL MARKET: CHOICE OF EXCHANGE RATE REGIME-super-†
    Contemporary Economic Policy, 2012, 30, (4), 584-602 View citations (5)

2011

44. Asymmetric convergence and risk shift in the TED spreads
    The North American Journal of Economics and Finance, 2011, 22, (3), 277-297 View citations (6)
45. Asymmetric convergence in US financial credit default swap sector index markets
    The Quarterly Review of Economics and Finance, 2011, 51, (4), 408-418 View citations (10)
46. Commodities and financial variables: Analyzing relationships in a changing regime environment
    International Review of Economics & Finance, 2011, 20, (4), 469-484 View citations (41)
47. Financial CDS, stock market and interest rates: Which drives which?
    The North American Journal of Economics and Finance, 2011, 22, (3), 257-276 View citations (35)
48. Risk management of precious metals
    The Quarterly Review of Economics and Finance, 2011, 51, (4), 435-441 View citations (69)
    See also Working Paper Risk Management of Precious Metals, Documentos de Trabajo del ICAE (2011) View citations (3) (2011)

2010

49. Asymmetric Adjustments in Oil and Metals Markets
    The Energy Journal, 2010, Volume 31, (Number 4), 183-204 View citations (22)
50. Dynamics of oil price, precious metal prices, and exchange rate
    Energy Economics, 2010, 32, (2), 351-362 View citations (322)
51. Precious metals-exchange rate volatility transmissions and hedging strategies
    International Review of Economics & Finance, 2010, 19, (4), 633-647 View citations (148)
    See also Working Paper Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies, CIRJE F-Series (2009) View citations (5) (2009)
52. Re-examining the dynamic causal oil-macroeconomy relationship
    International Review of Financial Analysis, 2010, 19, (4), 298-305 View citations (9)
53. Symmetric and asymmetric US sector return volatilities in presence of oil, financial and economic risks
    Energy Policy, 2010, 38, (8), 3922-3932 View citations (25)
54. Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment
    Energy Policy, 2010, 38, (8), 4388-4399 View citations (258)

2009

55. GCC Petrodollar Surpluses and the US Current Account Imbalance
    Ekonomik Yaklasim, 2009, 20, (73), 39-54
56. Long Memory in Oil and Refined Products Markets
    The Energy Journal, 2009, Volume 30, (Number 2), 97-116 View citations (58)
57. RELATIONSHIPS AMONG STRATEGIC COMMODITIES AND WITH FINANCIAL VARIABLES: A NEW LOOK
    Contemporary Economic Policy, 2009, 27, (2), 251-264 View citations (43)
58. Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
    The Quarterly Review of Economics and Finance, 2009, 49, (3), 829-842 View citations (114)
    See also Working Paper Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets, Econometric Institute Research Papers (2008) View citations (42) (2008)
59. World oil prices, precious metal prices and macroeconomy in Turkey
    Energy Policy, 2009, 37, (12), 5557-5566 View citations (162)

2008

60. Component structure for nonstationary time series: Application to benchmark oil prices
    International Review of Financial Analysis, 2008, 17, (5), 971-983 View citations (18)
61. Metal volatility in presence of oil and interest rate shocks
    Energy Economics, 2008, 30, (2), 606-620 View citations (256)
62. Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets
    International Review of Financial Analysis, 2008, 17, (1), 47-63 View citations (97)
63. Threshold Cointegration Analysis of Crude Oil Benchmarks
    The Energy Journal, 2008, Volume 29, (Number 4), 79-96 View citations (65)

2007

64. Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries
    Journal of International Financial Markets, Institutions and Money, 2007, 17, (3), 231-245 View citations (55)
65. Shock and volatility transmission in the oil, US and Gulf equity markets
    International Review of Economics & Finance, 2007, 16, (3), 357-368 View citations (240)
66. Systematic risk, and oil price and exchange rate sensitivities in Asia-Pacific stock markets
    Research in International Business and Finance, 2007, 21, (2), 326-341 View citations (50)

2006

67. Behavior of GCC stock markets and impacts of US oil and financial markets
    Research in International Business and Finance, 2006, 20, (1), 22-44 View citations (106)
68. Examining Asymmetric Behavior in US Petroleum Futures and Spot Prices
    The Energy Journal, 2006, Volume 27, (Number 3), 9-24 View citations (24)

2005

69. Oil sensitivity and systematic risk in oil-sensitive stock indices
    Journal of Economics and Business, 2005, 57, (1), 1-21 View citations (113)

2004

70. Dynamic Relationships among GCC Stock Markets and Nymex Oil Futures
    Contemporary Economic Policy, 2004, 22, (2), 250-269 View citations (186)
71. Relationships among U.S. oil prices and oil industry equity indices
    International Review of Economics & Finance, 2004, 13, (4), 427-453 View citations (159)
72. The impact of the Asian crisis on the behavior of US and international petroleum prices
    Energy Economics, 2004, 26, (1), 135-160 View citations (47)

2003

73. Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations
    The North American Journal of Economics and Finance, 2003, 14, (1), 89-114 View citations (89)

2002

74. An empirical exploration of the world oil price under the target zone model
    Energy Economics, 2002, 24, (6), 577-596 View citations (32)

1995

75. Expectations, target zones, and oil price dynamics
    Journal of Policy Modeling, 1995, 17, (6), 597-613 View citations (13)

1994

76. Escaping the tolerance trap: Implications of rigidity in OPEC's output adjustment mechanism
    Energy Economics, 1994, 16, (1), 3-8 View citations (1)

1992

77. The dynamic stability of OPEC's oil price mechanism
    Energy Economics, 1992, 14, (1), 65-71 View citations (3)

1985

78. Economic analysis of energy management for cooling systems in Kuwait
    Energy, 1985, 10, (6), 721-725 View citations (1)

1984

79. Conventional and solar cooling systems for Kuwait: An economic analysis
    Energy Economics, 1984, 6, (4), 259-266 View citations (1)

1979

80. The future oil price behaviour of OPEC and Saudi Arabia: A survey of optimization models
    Energy Economics, 1979, 1, (3), 156-166 View citations (1)